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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-1.62%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$17.9B
AUM Growth
+$14.1B
Cap. Flow
+$122M
Cap. Flow %
0.68%
Top 10 Hldgs %
32.01%
Holding
3,162
New
1,456
Increased
953
Reduced
215
Closed
521

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$18.8M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$18.4M
3
MSFT icon
Microsoft
MSFT
+$18.4M
4
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$15.6M
5
XOM icon
ExxonMobil
XOM
+$14.2M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$104M
2
IWB icon
iShares Russell 1000 ETF
IWB
+$54.8M
3
IWN icon
iShares Russell 2000 Value ETF
IWN
+$42M
4
IWO icon
iShares Russell 2000 Growth ETF
IWO
+$34.7M
5
XLRE icon
State Street Real Estate Select Sector SPDR ETF
XLRE
+$20.1M

Sector Composition

Rank Sector Weight
1 Miscellaneous 95.33%
2 Financials 0.79%
3 Technology 0.66%
4 Healthcare 0.56%
5 Consumer Discretionary 0.54%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ADBE icon
101
CALL
Adobe
ADBE
$104B
$28.6M 0.16%
132,500
+123,600
+1,389% +$25.1M
MU icon
102
PUT
Micron Technology
MU
$1.04T
$27.9M 0.16%
535,700
+511,300
+2,095% +$24.5M
XLI icon
103
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$30.7B
$27.9M 0.16%
375,600
+359,800
+2,277% +$27.7M
RTX icon
104
PUT
RTX Corp
RTX
$265B
$27.9M 0.16%
351,805
+343,701
+4,241% +$28.4M
MRK icon
105
PUT
Merck
MRK
$355B
$27.8M 0.16%
534,585
+519,389
+3,418% +$28.1M
DIS icon
106
CALL
Walt Disney
DIS
$184B
$27.6M 0.15%
275,200
+248,700
+938% +$26.4M
AMGN icon
107
CALL
Amgen
AMGN
$204B
$27.6M 0.15%
162,100
+138,000
+573% +$25.3M
MS icon
108
PUT
Morgan Stanley
MS
$318B
$27.6M 0.15%
510,800
+462,900
+966% +$25.6M
MMM icon
109
CALL
3M
MMM
$85.1B
$27.4M 0.15%
149,380
+126,776
+561% +$25.1M
VZ icon
110
PUT
Verizon
VZ
$214B
$27.4M 0.15%
572,800
+525,100
+1,101% +$26.4M
PEP icon
111
PUT
PepsiCo
PEP
$185B
$26.9M 0.15%
246,400
+204,500
+488% +$23.3M
HAL icon
112
CALL
Halliburton
HAL
$29.7B
$26.8M 0.15%
571,500
+393,100
+220% +$19.4M
HON icon
113
PUT
Honeywell
HON
$64B
$26.7M 0.15%
204,794
+201,805
+6,752% +$27.9M
CRM icon
114
CALL
Salesforce
CRM
$212B
$26.7M 0.15%
229,400
+191,400
+504% +$22M
COST icon
115
CALL
Costco
COST
$402B
$26.5M 0.15%
140,700
+121,400
+629% +$22.9M
AZO icon
116
CALL
AutoZone
AZO
$46.9B
$26.3M 0.15%
40,500
+38,300
+1,741% +$27.4M
CMG icon
117
PUT
Chipotle Mexican Grill
CMG
$44.1B
$26.2M 0.15%
4,060,000
+3,865,000
+1,982% +$24.3M
KRE icon
118
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.31B
$26.2M 0.15%
433,300
+412,800
+2,014% +$25.6M
SBUX icon
119
PUT
Starbucks
SBUX
$110B
$25.9M 0.15%
447,800
+412,600
+1,172% +$23.9M
TSLA icon
120
PUT
Tesla
TSLA
$1.41T
$25.9M 0.15%
1,461,000
+1,393,500
+2,064% +$30.7M
GILD icon
121
CALL
Gilead Sciences
GILD
$181B
$25.8M 0.14%
341,700
+299,200
+704% +$23.8M
KO icon
122
CALL
Coca-Cola
KO
$381B
$25M 0.14%
575,200
+480,100
+505% +$21.6M
COP icon
123
CALL
ConocoPhillips
COP
$169B
$25M 0.14%
420,900
+392,000
+1,356% +$22.2M
IBB icon
124
PUT
iShares Biotechnology ETF
IBB
$10.3B
$24.9M 0.14%
233,100
+198,900
+582% +$22M
ISRG icon
125
CALL
Intuitive Surgical
ISRG
$133B
$24.8M 0.14%
180,000
+171,000
+1,900% +$23.9M
3 4
5
6 7

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Two Sigma Securities's Q1 2018 Portfolio in Review

As of Q1 2018, Two Sigma Securities held 3,162 positions worth $17.9B, up 379% from $3.73B the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Two Sigma Securities's Q1 2018 filing shows 1,456 new, 953 increased, 215 reduced and 521 closed positions. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M. The largest sale was iShares Russell 2000 ETF, an estimated $104M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 93% a quarter earlier, followed by Financials and Technology.

  • Two Sigma Securities's largest Q1 2018 buy was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M.
  • Two Sigma Securities added most to iShares Core S&P 500 ETF in Q1 2018, an estimated $18.8M increase.
  • Two Sigma Securities's biggest Q1 2018 reduction was iShares Russell 2000 ETF, cutting an estimated $104M.
  • Two Sigma Securities fully exited Vanguard Morningstar Mid-Cap ETF in Q1 2018, selling an estimated $14.7M.
  • Two Sigma Securities's ten largest holdings make up 32% of its $17.9B portfolio in Q1 2018.
  • Two Sigma Securities opened 1,456 new positions and closed 521 in Q1 2018.
  • Two Sigma Securities's portfolio value rose 379% quarter-over-quarter to $17.9B.

Based on Two Sigma Securities's 13F filing for Q1 2018, filed 15 May 2018.